Strategy Tester Report
Grace Serenity
| 通貨ペア | USDJPYp (United States Dollar vs. Japanese Yen) | ||||
| 期間 | 1分足(M1) 2013.01.01 22:00 - 2024.03.28 23:59 (2013.01.01 - 2024.03.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | com2=""; MagicNumber=752996; AutoLot=false; MM_Percent=1; Martingale_Start=0.1; MaxSlippage=3; | ||||
| テストバー数 | 4164836 | モデルティック数 | 285113234 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 1053915.99 | 総利益 | 4341044.98 | 総損失 | -3287128.99 |
| プロフィットファクタ | 1.32 | 期待利得 | 342.29 | ||
| 絶対ドローダウン | 10060.33 | 最大ドローダウン | 45063.73 (2.62%) | 相対ドローダウン | 3.54% (43578.56) |
| 総取引数 | 3079 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 3079 (65.54%) |
| 勝率(%) | 2018 (65.54%) | 負率 (%) | 1061 (34.46%) | ||
| 最大 | 勝トレード | 12525.81 | 敗トレード | -19248.96 | |
| 平均 | 勝トレード | 2151.16 | 敗トレード | -3098.14 | |
| 最大 | 連勝(金額) | 18 (25289.95) | 連敗(金額) | 5 (-37341.23) | |
| 最大 | 連勝(トレード数) | 25289.95 (18) | 連敗(トレード数) | -37341.23 (5) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 151 | 2013.02.06 05:56 | modify | 38 | 0.10 | 93.738 | 93.498 | 93.908 | ||
| 152 | 2013.02.06 06:46 | t/p | 38 | 0.10 | 93.914 | 93.498 | 93.908 | 1759.40 | 1026504.05 |
| 153 | 2013.02.06 07:40 | buy | 39 | 0.10 | 93.737 | 0.000 | 0.000 | ||
| 154 | 2013.02.06 07:40 | modify | 39 | 0.10 | 93.737 | 93.497 | 0.000 | ||
| 155 | 2013.02.06 07:40 | modify | 39 | 0.10 | 93.737 | 93.497 | 93.907 | ||
| 156 | 2013.02.06 13:34 | s/l | 39 | 0.10 | 93.487 | 93.497 | 93.907 | -2500.60 | 1024003.45 |
| 157 | 2013.02.07 12:33 | buy | 40 | 0.16 | 93.780 | 0.000 | 0.000 | ||
| 158 | 2013.02.07 12:33 | modify | 40 | 0.16 | 93.780 | 93.540 | 0.000 | ||
| 159 | 2013.02.07 12:33 | modify | 40 | 0.16 | 93.780 | 93.540 | 93.950 | ||
| 160 | 2013.02.07 13:46 | s/l | 40 | 0.16 | 93.550 | 93.540 | 93.950 | -3680.96 | 1020322.49 |
| 161 | 2013.02.11 13:38 | buy | 41 | 0.26 | 93.331 | 0.000 | 0.000 | ||
| 162 | 2013.02.11 13:38 | modify | 41 | 0.26 | 93.331 | 93.091 | 0.000 | ||
| 163 | 2013.02.11 13:38 | modify | 41 | 0.26 | 93.331 | 93.091 | 93.501 | ||
| 164 | 2013.02.11 17:57 | t/p | 41 | 0.26 | 93.491 | 93.091 | 93.501 | 4158.45 | 1024480.94 |
| 165 | 2013.02.11 19:49 | buy | 42 | 0.10 | 93.359 | 0.000 | 0.000 | ||
| 166 | 2013.02.11 19:49 | modify | 42 | 0.10 | 93.359 | 93.119 | 0.000 | ||
| 167 | 2013.02.11 19:49 | modify | 42 | 0.10 | 93.359 | 93.119 | 93.529 | ||
| 168 | 2013.02.11 20:17 | t/p | 42 | 0.10 | 93.536 | 93.119 | 93.529 | 1769.40 | 1026250.34 |
| 169 | 2013.02.12 00:02 | buy | 43 | 0.10 | 94.152 | 0.000 | 0.000 | ||
| 170 | 2013.02.12 00:02 | modify | 43 | 0.10 | 94.152 | 93.912 | 0.000 | ||
| 171 | 2013.02.12 00:02 | modify | 43 | 0.10 | 94.152 | 93.912 | 94.322 | ||
| 172 | 2013.02.12 01:00 | t/p | 43 | 0.10 | 94.320 | 93.912 | 94.322 | 1679.40 | 1027929.74 |
| 173 | 2013.02.12 04:21 | buy | 44 | 0.10 | 94.206 | 0.000 | 0.000 | ||
| 174 | 2013.02.12 04:21 | modify | 44 | 0.10 | 94.206 | 93.966 | 0.000 | ||
| 175 | 2013.02.12 04:21 | modify | 44 | 0.10 | 94.206 | 93.966 | 94.376 | ||
| 176 | 2013.02.12 05:29 | s/l | 44 | 0.10 | 93.967 | 93.966 | 94.376 | -2390.60 | 1025539.14 |
| 177 | 2013.02.13 12:49 | buy | 45 | 0.16 | 93.466 | 0.000 | 0.000 | ||
| 178 | 2013.02.13 12:49 | modify | 45 | 0.16 | 93.466 | 93.226 | 0.000 | ||
| 179 | 2013.02.13 12:49 | modify | 45 | 0.16 | 93.466 | 93.226 | 93.636 | ||
| 180 | 2013.02.13 22:02 | s/l | 45 | 0.16 | 93.228 | 93.226 | 93.636 | -3808.96 | 1021730.18 |
| 181 | 2013.02.15 17:10 | buy | 46 | 0.26 | 93.540 | 0.000 | 0.000 | ||
| 182 | 2013.02.15 17:10 | modify | 46 | 0.26 | 93.540 | 93.300 | 0.000 | ||
| 183 | 2013.02.15 17:10 | modify | 46 | 0.26 | 93.540 | 93.300 | 93.710 | ||
| 184 | 2013.02.17 22:02 | t/p | 46 | 0.26 | 93.754 | 93.300 | 93.710 | 5562.45 | 1027292.63 |
| 185 | 2013.02.20 13:29 | buy | 47 | 0.10 | 93.507 | 0.000 | 0.000 | ||
| 186 | 2013.02.20 13:29 | modify | 47 | 0.10 | 93.507 | 93.267 | 0.000 | ||
| 187 | 2013.02.20 13:29 | modify | 47 | 0.10 | 93.507 | 93.267 | 93.677 | ||
| 188 | 2013.02.20 13:54 | t/p | 47 | 0.10 | 93.679 | 93.267 | 93.677 | 1719.40 | 1029012.03 |
| 189 | 2013.02.20 16:34 | buy | 48 | 0.10 | 93.619 | 0.000 | 0.000 | ||
| 190 | 2013.02.20 16:34 | modify | 48 | 0.10 | 93.619 | 93.379 | 0.000 | ||
| 191 | 2013.02.20 16:34 | modify | 48 | 0.10 | 93.619 | 93.379 | 93.789 | ||
| 192 | 2013.02.20 19:00 | t/p | 48 | 0.10 | 93.795 | 93.379 | 93.789 | 1759.40 | 1030771.43 |
| 193 | 2013.02.22 21:45 | buy | 49 | 0.10 | 93.406 | 0.000 | 0.000 | ||
| 194 | 2013.02.22 21:45 | modify | 49 | 0.10 | 93.406 | 93.166 | 0.000 | ||
| 195 | 2013.02.22 21:45 | modify | 49 | 0.10 | 93.406 | 93.166 | 93.576 | ||
| 196 | 2013.02.24 22:00 | t/p | 49 | 0.10 | 94.515 | 93.166 | 93.576 | 11089.40 | 1041860.83 |
| 197 | 2013.02.25 00:47 | buy | 50 | 0.10 | 94.028 | 0.000 | 0.000 | ||
| 198 | 2013.02.25 00:47 | modify | 50 | 0.10 | 94.028 | 93.788 | 0.000 | ||
| 199 | 2013.02.25 00:47 | modify | 50 | 0.10 | 94.028 | 93.788 | 94.198 | ||
| 200 | 2013.02.25 05:40 | t/p | 50 | 0.10 | 94.199 | 93.788 | 94.198 | 1709.40 | 1043570.23 |
| 201 | 2013.02.25 07:31 | buy | 51 | 0.10 | 94.147 | 0.000 | 0.000 | ||
| 202 | 2013.02.25 07:31 | modify | 51 | 0.10 | 94.147 | 93.907 | 0.000 | ||
| 203 | 2013.02.25 07:31 | modify | 51 | 0.10 | 94.147 | 93.907 | 94.317 | ||
| 204 | 2013.02.25 08:54 | s/l | 51 | 0.10 | 93.901 | 93.907 | 94.317 | -2460.60 | 1041109.63 |
| 205 | 2013.02.28 04:12 | buy | 52 | 0.16 | 92.278 | 0.000 | 0.000 | ||
| 206 | 2013.02.28 04:12 | modify | 52 | 0.16 | 92.278 | 92.038 | 0.000 | ||
| 207 | 2013.02.28 04:12 | modify | 52 | 0.16 | 92.278 | 92.038 | 92.448 | ||
| 208 | 2013.02.28 07:02 | t/p | 52 | 0.16 | 92.439 | 92.038 | 92.448 | 2575.04 | 1043684.67 |
| 209 | 2013.02.28 21:02 | buy | 53 | 0.10 | 92.593 | 0.000 | 0.000 | ||
| 210 | 2013.02.28 21:02 | modify | 53 | 0.10 | 92.593 | 92.353 | 0.000 | ||
| 211 | 2013.02.28 21:02 | modify | 53 | 0.10 | 92.593 | 92.353 | 92.763 | ||
| 212 | 2013.03.01 09:39 | t/p | 53 | 0.10 | 92.756 | 92.353 | 92.763 | 1724.58 | 1045409.26 |
| 213 | 2013.03.01 12:20 | buy | 54 | 0.10 | 92.787 | 0.000 | 0.000 | ||
| 214 | 2013.03.01 12:20 | modify | 54 | 0.10 | 92.787 | 92.547 | 0.000 | ||
| 215 | 2013.03.01 12:20 | modify | 54 | 0.10 | 92.787 | 92.547 | 92.957 | ||
| 216 | 2013.03.01 15:01 | t/p | 54 | 0.10 | 92.954 | 92.547 | 92.957 | 1669.40 | 1047078.66 |
| 217 | 2013.03.01 21:20 | buy | 55 | 0.10 | 93.521 | 0.000 | 0.000 | ||
| 218 | 2013.03.01 21:20 | modify | 55 | 0.10 | 93.521 | 93.281 | 0.000 | ||
| 219 | 2013.03.01 21:20 | modify | 55 | 0.10 | 93.521 | 93.281 | 93.691 | ||
| 220 | 2013.03.04 00:37 | t/p | 55 | 0.10 | 93.695 | 93.281 | 93.691 | 1834.58 | 1048913.24 |
| 221 | 2013.03.04 01:48 | buy | 56 | 0.10 | 93.508 | 0.000 | 0.000 | ||
| 222 | 2013.03.04 01:48 | modify | 56 | 0.10 | 93.508 | 93.268 | 0.000 | ||
| 223 | 2013.03.04 01:48 | modify | 56 | 0.10 | 93.508 | 93.268 | 93.678 | ||
| 224 | 2013.03.04 08:26 | close | 56 | 0.10 | 93.595 | 93.268 | 93.678 | 869.40 | 1049782.64 |
| 225 | 2013.03.04 11:19 | buy | 57 | 0.10 | 93.517 | 0.000 | 0.000 | ||
| 226 | 2013.03.04 11:19 | modify | 57 | 0.10 | 93.517 | 93.277 | 0.000 | ||
| 227 | 2013.03.04 11:19 | modify | 57 | 0.10 | 93.517 | 93.277 | 93.687 | ||
| 228 | 2013.03.04 15:59 | s/l | 57 | 0.10 | 93.268 | 93.277 | 93.687 | -2490.60 | 1047292.04 |
| 229 | 2013.03.06 22:03 | buy | 58 | 0.16 | 94.021 | 0.000 | 0.000 | ||
| 230 | 2013.03.06 22:03 | modify | 58 | 0.16 | 94.021 | 93.781 | 0.000 | ||
| 231 | 2013.03.06 22:03 | modify | 58 | 0.16 | 94.021 | 93.781 | 94.191 | ||
| 232 | 2013.03.07 09:41 | close | 58 | 0.16 | 94.121 | 93.781 | 94.191 | 2055.93 | 1049347.97 |
| 233 | 2013.03.07 19:59 | buy | 59 | 0.10 | 94.855 | 0.000 | 0.000 | ||
| 234 | 2013.03.07 19:59 | modify | 59 | 0.10 | 94.855 | 94.615 | 0.000 | ||
| 235 | 2013.03.07 19:59 | modify | 59 | 0.10 | 94.855 | 94.615 | 95.025 | ||
| 236 | 2013.03.07 23:45 | t/p | 59 | 0.10 | 95.023 | 94.615 | 95.025 | 1679.40 | 1051027.37 |
| 237 | 2013.03.08 06:30 | buy | 60 | 0.10 | 95.319 | 0.000 | 0.000 | ||
| 238 | 2013.03.08 06:30 | modify | 60 | 0.10 | 95.319 | 95.079 | 0.000 | ||
| 239 | 2013.03.08 06:30 | modify | 60 | 0.10 | 95.319 | 95.079 | 95.489 | ||
| 240 | 2013.03.08 08:22 | t/p | 60 | 0.10 | 95.495 | 95.079 | 95.489 | 1759.40 | 1052786.77 |
| 241 | 2013.03.08 10:16 | buy | 61 | 0.10 | 95.462 | 0.000 | 0.000 | ||
| 242 | 2013.03.08 10:16 | modify | 61 | 0.10 | 95.462 | 95.222 | 0.000 | ||
| 243 | 2013.03.08 10:16 | modify | 61 | 0.10 | 95.462 | 95.222 | 95.632 | ||
| 244 | 2013.03.08 10:52 | t/p | 61 | 0.10 | 95.641 | 95.222 | 95.632 | 1789.40 | 1054576.17 |
| 245 | 2013.03.08 15:15 | buy | 62 | 0.10 | 95.961 | 0.000 | 0.000 | ||
| 246 | 2013.03.08 15:15 | modify | 62 | 0.10 | 95.961 | 95.721 | 0.000 | ||
| 247 | 2013.03.08 15:15 | modify | 62 | 0.10 | 95.961 | 95.721 | 96.131 | ||
| 248 | 2013.03.08 15:38 | t/p | 62 | 0.10 | 96.131 | 95.721 | 96.131 | 1699.40 | 1056275.57 |
| 249 | 2013.03.08 16:51 | buy | 63 | 0.10 | 95.998 | 0.000 | 0.000 | ||
| 250 | 2013.03.08 16:51 | modify | 63 | 0.10 | 95.998 | 95.758 | 0.000 | ||
| 251 | 2013.03.08 16:51 | modify | 63 | 0.10 | 95.998 | 95.758 | 96.168 | ||
| 252 | 2013.03.08 17:30 | s/l | 63 | 0.10 | 95.748 | 95.758 | 96.168 | -2500.60 | 1053774.97 |
| 253 | 2013.03.11 00:04 | buy | 64 | 0.16 | 96.068 | 0.000 | 0.000 | ||
| 254 | 2013.03.11 00:04 | modify | 64 | 0.16 | 96.068 | 95.828 | 0.000 | ||
| 255 | 2013.03.11 00:04 | modify | 64 | 0.16 | 96.068 | 95.828 | 96.238 | ||
| 256 | 2013.03.11 01:13 | t/p | 64 | 0.16 | 96.231 | 95.828 | 96.238 | 2607.04 | 1056382.01 |
| 257 | 2013.03.11 04:01 | buy | 65 | 0.10 | 96.146 | 0.000 | 0.000 | ||
| 258 | 2013.03.11 04:01 | modify | 65 | 0.10 | 96.146 | 95.906 | 0.000 | ||
| 259 | 2013.03.11 04:01 | modify | 65 | 0.10 | 96.146 | 95.906 | 96.316 | ||
| 260 | 2013.03.11 17:00 | t/p | 65 | 0.10 | 96.311 | 95.906 | 96.316 | 1649.40 | 1058031.41 |
| 261 | 2013.03.12 00:46 | buy | 66 | 0.10 | 96.549 | 0.000 | 0.000 | ||
| 262 | 2013.03.12 00:46 | modify | 66 | 0.10 | 96.549 | 96.309 | 0.000 | ||
| 263 | 2013.03.12 00:46 | modify | 66 | 0.10 | 96.549 | 96.309 | 96.719 | ||
| 264 | 2013.03.12 08:20 | s/l | 66 | 0.10 | 96.309 | 96.309 | 96.719 | -2400.60 | 1055630.81 |
| 265 | 2013.03.13 15:51 | buy | 67 | 0.16 | 96.065 | 0.000 | 0.000 | ||
| 266 | 2013.03.13 15:51 | modify | 67 | 0.16 | 96.065 | 95.825 | 0.000 | ||
| 267 | 2013.03.13 15:51 | modify | 67 | 0.16 | 96.065 | 95.825 | 96.235 | ||
| 268 | 2013.03.14 01:05 | s/l | 67 | 0.16 | 95.819 | 95.825 | 96.235 | -3480.07 | 1052150.73 |
| 269 | 2013.03.14 10:31 | buy | 68 | 0.26 | 96.299 | 0.000 | 0.000 | ||
| 270 | 2013.03.14 10:31 | modify | 68 | 0.26 | 96.299 | 96.059 | 0.000 | ||
| 271 | 2013.03.14 10:31 | modify | 68 | 0.26 | 96.299 | 96.059 | 96.469 | ||
| 272 | 2013.03.14 11:57 | t/p | 68 | 0.26 | 96.461 | 96.059 | 96.469 | 4210.45 | 1056361.18 |
| 273 | 2013.03.14 13:39 | buy | 69 | 0.10 | 96.362 | 0.000 | 0.000 | ||
| 274 | 2013.03.14 13:39 | modify | 69 | 0.10 | 96.362 | 96.122 | 0.000 | ||
| 275 | 2013.03.14 13:39 | modify | 69 | 0.10 | 96.362 | 96.122 | 96.532 | ||
| 276 | 2013.03.14 14:52 | s/l | 69 | 0.10 | 96.112 | 96.122 | 96.532 | -2500.60 | 1053860.58 |
| 277 | 2013.03.18 19:18 | buy | 70 | 0.16 | 95.297 | 0.000 | 0.000 | ||
| 278 | 2013.03.18 19:18 | modify | 70 | 0.16 | 95.297 | 95.057 | 0.000 | ||
| 279 | 2013.03.18 19:18 | modify | 70 | 0.16 | 95.297 | 95.057 | 95.467 | ||
| 280 | 2013.03.19 00:06 | close | 70 | 0.16 | 95.460 | 95.057 | 95.467 | 2759.34 | 1056619.92 |
| 281 | 2013.03.19 03:56 | buy | 71 | 0.10 | 95.571 | 0.000 | 0.000 | ||
| 282 | 2013.03.19 03:56 | modify | 71 | 0.10 | 95.571 | 95.331 | 0.000 | ||
| 283 | 2013.03.19 03:56 | modify | 71 | 0.10 | 95.571 | 95.331 | 95.741 | ||
| 284 | 2013.03.19 08:12 | s/l | 71 | 0.10 | 95.325 | 95.331 | 95.741 | -2460.60 | 1054159.32 |
| 285 | 2013.03.20 11:41 | buy | 72 | 0.16 | 95.360 | 0.000 | 0.000 | ||
| 286 | 2013.03.20 11:41 | modify | 72 | 0.16 | 95.360 | 95.120 | 0.000 | ||
| 287 | 2013.03.20 11:41 | modify | 72 | 0.16 | 95.360 | 95.120 | 95.530 | ||
| 288 | 2013.03.20 12:13 | t/p | 72 | 0.16 | 95.540 | 95.120 | 95.530 | 2879.04 | 1057038.36 |
| 289 | 2013.03.20 14:10 | buy | 73 | 0.10 | 95.458 | 0.000 | 0.000 | ||
| 290 | 2013.03.20 14:10 | modify | 73 | 0.10 | 95.458 | 95.218 | 0.000 | ||
| 291 | 2013.03.20 14:10 | modify | 73 | 0.10 | 95.458 | 95.218 | 95.628 | ||
| 292 | 2013.03.20 17:33 | t/p | 73 | 0.10 | 95.622 | 95.218 | 95.628 | 1639.40 | 1058677.76 |
| 293 | 2013.03.20 18:02 | buy | 74 | 0.10 | 95.490 | 0.000 | 0.000 | ||
| 294 | 2013.03.20 18:02 | modify | 74 | 0.10 | 95.490 | 95.250 | 0.000 | ||
| 295 | 2013.03.20 18:02 | modify | 74 | 0.10 | 95.490 | 95.250 | 95.660 | ||
| 296 | 2013.03.20 18:06 | t/p | 74 | 0.10 | 95.666 | 95.250 | 95.660 | 1759.40 | 1060437.16 |
| 297 | 2013.03.20 23:47 | buy | 75 | 0.10 | 96.017 | 0.000 | 0.000 | ||
| 298 | 2013.03.20 23:47 | modify | 75 | 0.10 | 96.017 | 95.777 | 0.000 | ||
| 299 | 2013.03.20 23:47 | modify | 75 | 0.10 | 96.017 | 95.777 | 96.187 | ||
| 300 | 2013.03.21 04:44 | s/l | 75 | 0.10 | 95.766 | 95.777 | 96.187 | -2225.05 | 1058212.11 |